Method:
Put lentils in a large bowl, cover with water, and set aside to let soak for 2 to 3 hours. (Soaking the lentils make them more easily digestible. You may skip the soaking step and simply cook the lentils for an extra 15 to 30 minutes, until tender.)
Drain lentils and transfer to a medium pot. Add 3 cups water and bay leaf and bring to a boil. Reduce heat to a simmer and cook, uncovered, until lentils are tender but still hold a little texture, about 30 minutes.
Preheat oven to 375°F.
Heat oil over medium heat in a medium pot. Add shallots, carrots, parsnips, and salt and pepper and cook, stirring frequently, until browned, 7 to 8 minutes. Add garlic and tomatoes, stir well, then add wine. Bring to a boil and then reduce heat and simmer, covered, for an additional 5 minutes.
Add lentils and their remaining cooking broth to pot with vegetables. Simmer over medium low heat, uncovered, until sauce has thickened, 10 to 15 minutes. Season with salt and pepper.
Pour lentils into individual ramekins or into one deep pie dish. On a lightly floured surface, roll out puff pastry dough to 1/8-inch thickness. Cut into circles just slightly larger than the tops of the ramekins (or pie dish). Place dough over lentils and make a few slashes over the top to allow steam to escape. Bake until golden brown and piping hot, 25 to 30 minutes.